The existence and severity of the forward premium puzzle during tranquil and turbulent periods: Developed versus developing country currencies
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DOI: 10.1016/j.irfa.2021.101871
Abstract: Abstract In this paper we investigate the forward premium bias (FPB) puzzle for a number of developed and developing country currencies. Our main objective is to examine the possible variations in the existence and severity… read more here.
Keywords: existence severity; currency; developing country; country currencies ... See more keywords